Thursday, 22 September 2016

Uniqueness of Pexider's functional equation



Let f:RR, g:RR, and h:RR and consider Pexider's equation,
f(x)+g(y)=h(x+y)(1)
where f, g and h are unknown. I assume (for simplicity) that f, g, and h are twice continuously differentiable. Then, we can find a solution by differentiating with respect to x and y,
h(x+y)=0
Integrating out, substituting back into (1) and equating coefficients we get,
h(z)=c1z+c2+c3f(x)=c1x+c2g(y)=c1y+c3
for arbitrary constants c1, c2 and c3.



I have now found a solution to (1). How do I prove that this solution is unique? It seems immediate, but can't quite convince myself.


Answer



Suppose h is twice continuously differentiable. Therefore,




h(x+y)=0 if and only if h(x+y)=(x+y)k+l, where k,l are constants (1)



Since f(x)+g(y)=h(x+y), we have
0=2xy(L.H.S.)=h(x+y) (2)



Therefore by (1) and (2) we have f(x)+g(y)=(x+y)k+l, and since x,y are arbitrary, f,g have to be linear functions.



So, the solution is unique in this sense.


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